+163.9%
CCJ vs TMF
-88.6%
+252.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -0.8% | -9.3% | +8.5% | -1.1% |
| 30D | -13.2% | +1.9% | -15.1% | -13.1% |
| 3M | -27.6% | -11.2% | -16.4% | -27.9% |
| 6M | -38.7% | -17.7% | -21.0% | -39.1% |
| YTD | -22.7% | -24.5% | +1.8% | -23.5% |
| 1Y | -17.6% | -29.4% | +11.9% | -18.7% |
| 3Y | +62.7% | -33.4% | +96.1% | +61.3% |
| All | +163.9% | -88.6% | +252.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling